What do I do so that dhcpcd does NOT get run at boot, and none of the network interfaces (other than lo) gets started?

If (as I now suspect after some thought) that some other service is triggering this, is there some way of configuring the startup so that 1) only specific interfaces are tried, or (even better) 2) the other service fails (quickly) if a specific device is not up, rather than attempting to bring up all of them, or 3) there is someway to say "you are not to start this service no matter what" (I like that best of all)?

Are you trying to avoid starting the interface at boot, but use DHCP once the interface is started later, possibly by you? Or are you trying to avoid ever running DHCP on the interface, regardless of when or why the interface is brought up? All prior answers appear to assume the latter, but your remark to prevent network devices from being started automatically seems to mean you just want to control when the interfaces are brought up, but you might still want DHCP on the interface once you bring it up.

What is your current setting for the rc strict network check? Perhaps your configuration is now attempting to start all interfaces in order to satisfy a need net statement.

After a number of recent updates (notably including openrc and dhcpcd, something is attempting to start dhcpcd at boot (which I most emphatically do NOT want).

I've been battling a very similar situation today. For what it's worth, this is what I found:

A whole bunch of things started by openrc require the 'net' service (this is not illogical).
At present, the /etc/init.d/net.lo service does not provide 'net' (I don't understand this).

As a result of this, whenever anything that needs 'net' is started, openrc will go looking for something that provides it, typically net.eth0, and starts it. One way of preventing this is to modify the /etc/init.d/net.lo script to provide 'net'. This script is the same for all network interfaces, but provides 'net' only if the interface name is different from lo.

However, I don't think that solves your entire problem; as soon as you bring up any interface except lo, you'll probably still get all of them.

This is caused by the /etc/init.d/dhcpcd script. The command line passed to the actual /sbin/dhcpcd is almost empty, in particular, it does not specify an interface. When invoked without an interface, it default to starting all interfaces. You may want to work some magic on the script to suit your purposes.